+677.7%
HPE vs KRE
+133.3%
+544.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.6% |
| 7D | +10.1% | +2.3% | +7.8% | +8.5% |
| 30D | +5.3% | -2.5% | +7.8% | +7.0% |
| 3M | +12.7% | +6.2% | +6.4% | +8.0% |
| 6M | +167.7% | +15.8% | +151.8% | +142.6% |
| YTD | +135.5% | +16.0% | +119.5% | +112.9% |
| 1Y | +143.4% | +16.2% | +127.2% | +120.2% |
| 3Y | +249.2% | +86.4% | +162.8% | +131.2% |
| 5Y | +343.8% | +33.0% | +310.9% | +254.9% |
| 10Y | +495.9% | +123.0% | +372.9% | +205.9% |
| All | +677.7% | +133.3% | +544.4% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling